LR-Decomposition of a Matrix
摘要
We consider the problem of determining a vector \(x \in {\mathbb R}^{n\times n}\) with \(A \, x = b\) for an invertible matrix \(A \in {\mathbb R}^{n\times n}\) and a vector \(b \in {\mathbb R}^n\) ; in short: We solve the linear equation system \(A x = b\) . Formally, the solution is obtained by \(x = A^{-1} b\) .